+23.6%
OWL vs UPRO
+295.6%
-272.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +1.5% | +7.4% | -5.9% | -2.0% |
| 30D | +13.4% | -7.9% | +21.3% | +17.4% |
| 3M | -21.2% | -12.0% | -9.2% | -16.6% |
| 6M | +4.0% | -2.0% | +6.0% | +4.1% |
| YTD | -29.0% | +20.4% | -49.4% | -36.1% |
| 1Y | -28.4% | +24.5% | -52.9% | -36.7% |
| 3Y | -14.5% | +224.4% | -238.9% | -53.2% |
| 5Y | -21.5% | +97.6% | -119.1% | -53.7% |
| All | +23.6% | +295.6% | -272.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling